This module allows you to analyze existing cross correlation between IPC and NQTH. You can compare the effects of market volatilities on IPC and NQTH and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in IPC with a short position of NQTH. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and NQTH.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to under-perform the NQTH. In addition to that, IPC is 1.08 times more volatile than NQTH. It trades about -0.24 of its total potential returns per unit of risk. NQTH is currently generating about -0.04 per unit of volatility. If you would invest 126,219 in NQTH on January 25, 2018 and sell it today you would lose (896.00) from holding NQTH or give up 0.71% of portfolio value over 30 days.